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    Search Algorithms: PC
    



    
    
        
            Search Algorithms: GLASSO
        
    
    



 GLASSO (Graphical LASSO, reference) infers a Markov random field (undirected skeleton
    with parents married) by calculating a penalized inverse covariance matrix and putting
    and edge anywhere a nonzero correlation appears in the matrix.


 
References: 
Spirtes, Glymour, and Scheines (2000). Causation, Prediction, and Search.
Chris Meek (1995), "Causal inference and causal explanation with background knowledge."